Asymptotics for generalized estimating equations with large cluster sizes
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Cites work
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- Consistency and asymptotic normality of the maximum likelihood estimator in generalized linear models
- Convergence Properties of S_n Under Moment Restrictions
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- Longitudinal data analysis using generalized linear models
- Maximum likelihood estimates in exponential response models
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- Robust Statistics
- Strong consistency of maximum quasi-likelihood estimators in generalized linear models with fixed and adaptive designs
Cited in
(53)- An efficient and robust variable selection method for longitudinal generalized linear models
- A moving average Cholesky factor model in covariance modeling for composite quantile regression with longitudinal data
- Asymptotic theory of generalized estimating equations based on jack-knife pseudo-observations
- Asymptotic properties of maximum quasi-likelihood estimators in generalized linear models with diverging number of covariates
- The cluster bootstrap consistency in generalized estimating equations
- Increasing cluster size asymptotics for nested error regression models
- Asymptotic bias of \(C_p\) type criterion for model selection in the GEE when the sample size and the cluster sizes are large
- Mixtures of semiparametric varying coefficient models for longitudinal data with nonignorable dropout
- Asymptotic theory for longitudinal data with missing responses adjusted by inverse probability weights
- Asymptotic results with generalized estimating equations for longitudinal data
- GEE analysis of clustered binary data with diverging number of covariates
- Asymptotically optimal estimating equation with strongly consistent solutions for longitudinal data
- Semiparametric GEE analysis in partially linear single-index models for longitudinal data
- Penalized generalized estimating equations for high-dimensional longitudinal data analysis
- Consistency of the pseudo-likelihood equation for longitudinal data
- Regularized sandwich estimators for analysis of high-dimensional data using generalized estimating equations
- A profile likelihood approach for longitudinal data analysis
- AIC for the Lasso in generalized linear models
- Performance of variance estimators in the analysis of longitudinal data with a large cluster size
- Analysis of GEE with a mixture working correlation matrix for diverging number of covariates
- Model selection criterion based on the multivariate quasi-likelihood for generalized estimating equations
- Extended Generalized Estimating Equations for Clustered Data
- The large sample properties of the solutions of general estimating equations
- A new GEE method to account for heteroscedasticity using asymmetric least-square regressions
- Simultaneous Variable Selection and Estimation in Generalized Semiparametric Mixed Effects Modeling of Longitudinal Data
- Large sample properties of generalized estimating equations with adaptive designs for longitudinal data
- Ultrahigh dimensional time course feature selection
- Maximum likelihood for Gaussian process classification and generalized linear mixed models under case-control sampling
- Asymptotic results for GEE with data from complex surveys
- Estimation in quantile regression models for correlated data with diverging number of covariates and large cluster sizes
- Asymptotic properties of GEE estimator for clustered ordinal data with high-dimensional covariates
- Model Selection of Generalized Estimating Equation With Divergent Model Size
- Individualized Multidirectional Variable Selection
- WiSER: Robust and scalable estimation and inference of within‐subject variances from intensive longitudinal data
- Marginal Proportional Hazards Models for Clustered Interval-Censored Data with Time-Dependent Covariates
- Grouped Generalized Estimating Equations for Longitudinal Data Analysis
- Analysis of cross‐over experiments with count data in the presence of carry‐over effects
- Small‐sample inference for cluster‐based outcome‐dependent sampling schemes in resource‐limited settings: Investigating low birthweight in Rwanda
- Asymptotic properties of GEE with diverging dimension of covariates
- Heterogeneous quantile regression for longitudinal data with subgroup structures
- Asymptotics of the general GEE estimator for high-dimensional longitudinal data
- Empirical likelihood for generalized linear models with longitudinal data
- Optimal allocation in stratified cluster-based outcome-dependent sampling designs
- On the analysis of two-phase designs in cluster-correlated data settings
- Distributed subsampling and quasi decorrelated score for cluster data: an application to Beijing multisite air quality
- Multiway empirical likelihood
- Model-assisted analysis of covariance estimators for stepped wedge cluster randomized experiments
- Asymptotics for arrays of martingale differences in recurrent event analysis
- A repeated block perturbation subsampling for large-scale longitudinal data
- Penalized GEE for complex carry-over in repeated-measures crossover designs
- Two-step spline estimating equations for generalized additive partially linear models with large cluster sizes
- Asymptotic results with estimating equations for time-evolving clustered data
- Asymptotic normality and strong consistency of maximum quasi-likelihood estimates in generalized linear models
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